+1,617.4%
HD vs AGG
+98.1%
+1,519.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | -8.4% | -0.4% | -8.0% | -8.3% |
| 3M | +4.3% | -0.7% | +5.0% | +4.6% |
| 6M | -11.1% | -1.5% | -9.6% | -10.7% |
| YTD | -4.7% | -0.3% | -4.4% | -4.5% |
| 1Y | -19.8% | +1.3% | -21.1% | -20.0% |
| 3Y | +4.1% | +13.2% | -9.1% | +1.9% |
| 5Y | +10.3% | -1.4% | +11.7% | +5.4% |
| 10Y | +203.2% | +14.9% | +188.3% | +206.4% |
| All | +1,617.4% | +98.1% | +1,519.3% | +1,858.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AGG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling